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Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? [PDF]
Physica A: Statistical Mechanics and its Applications, 2015 In this note, we investigate possible relationships between the bivariate Hurst exponent $H_{xy}$ and an average of the separate Hurst exponents $\frac{1}{2}(H_x+H_y)$. We show that two cases are well theoretically founded.
Kristoufek, Ladislav
core +5 more sources
Bayesian estimation of the self-similarity exponent of the Nile River fluctuation [PDF]
Nonlinear Processes in Geophysics, 2011 The aim of this paper is to estimate the Hurst parameter of Fractional Gaussian Noise (FGN) using Bayesian inference. We propose an estimation technique that takes into account the full correlation structure of this process.
S. Benmehdi +3 more
doaj +4 more sources
The Hurst Exponent of Fermi GRBs
, 2013 Using a wavelet decomposition technique, we have extracted the Hurst exponent for a sample of 46 long and 22 short Gamma-ray bursts (GRBs) detected by the Gamma-ray Burst Monitor (GBM) aboard the Fermi satellite. This exponent is a scaling parameter that
A. Eskandarian +39 more
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Range Entropy: A Bridge between Signal Complexity and Self-Similarity [PDF]
Entropy, 2018 Approximate entropy (ApEn) and sample entropy (SampEn) are widely used for temporal complexity analysis of real-world phenomena. However, their relationship with the Hurst exponent as a measure of self-similarity is not widely studied. Additionally, ApEn
Amir Omidvarnia +3 more
doaj +4 more sources
Self‐Affine Scaling of Earth's Islands
Geophysical Research LettersEarth's relief is approximately self‐affine, meaning a zoom‐in on a small region looks statistically similar to a large region upon rescaling. Fractional Brownian surfaces give an idealized self‐affine model of Earth's relief with one parameter, the ...
Matthew Oline +4 more
doaj +2 more sources
Clustering Arid Rangelands Based on NDVI Annual Patterns and Their Persistence
Remote Sensing, 2022 Rangeland ecosystems comprise more than a third of the global land surface, sustaining essential ecosystem services and livelihoods. In Spain, Southeast Spain includes some of the driest regions; accordingly, rangelands from Murcia and Almeria provinces ...
Ernesto Sanz +6 more
doaj +1 more source
R/S method application in neurological speech disorders analyses [PDF]
Компьютерные исследования и моделирование, 2014 Based on modified rescaled range scale computation algorithm, the technique of Hurst exponent and its characteristic time estimation is proposed. The approach of increase the accuracy and simplification automatic Hurst exponent calculation is developed ...
Nikolay Petrovich Kuzenkov +1 more
doaj +1 more source
Scaling Exponents of Time Series Data: A Machine Learning Approach
Entropy, 2023 In this study, we present a novel approach to estimating the Hurst exponent of time series data using a variety of machine learning algorithms. The Hurst exponent is a crucial parameter in characterizing long-range dependence in time series, and ...
Sebastian Raubitzek +3 more
doaj +1 more source
Hurst exponents for short time series [PDF]
Physical Review E, 2011 6 pages, 4 ...
Jingzhao Qi, Huijie Yang
openaire +3 more sources
Characterization of turbulence stability through the identification of multifractional Brownian motions [PDF]
Nonlinear Processes in Geophysics, 2013 Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few.
K. C. Lee
doaj +1 more source